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Communications in Statistics - Simulation and Computation Volume 50, 2021 - Issue 5
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Original Articles

A note on ergodicity for CIR model with Markov switching

Jinying TongDepartment of Applied Mathematics, Donghua University, Shanghai, China
,
Qingting MengDepartment of Applied Mathematics, Donghua University, Shanghai, China
,
Zhenzhong ZhangDepartment of Applied Mathematics, Donghua University, Shanghai, ChinaCorrespondence[email protected]
&
Yunfang LuDepartment of Applied Mathematics, Donghua University, Shanghai, China
Pages 1445-1458 | Received 06 Dec 2018, Accepted 12 Feb 2019, Published online: 28 Mar 2019

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